Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 0.283940 0.309022 0.336320 0.368419 0.405364 0.446846 0.497357
2025-12-07 0.250391 0.282279 0.318937 0.364736 0.421213 0.489669 0.580684
2025-12-14 0.226683 0.262078 0.304424 0.359805 0.431888 0.524910 0.658339
2025-12-21 0.207569 0.244617 0.290318 0.352285 0.436561 0.551222 0.727081
2025-12-28 0.197838 0.237417 0.287695 0.358326 0.458734 0.603077 0.841206
2026-01-04 0.191149 0.233217 0.288122 0.367869 0.486198 0.665941 0.986022
2026-01-11 0.181025 0.223551 0.280173 0.364501 0.493814 0.699008 1.088252
2026-01-18 0.174872 0.218652 0.278162 0.369157 0.513720 0.754444 1.245572
2026-01-25 0.164181 0.206809 0.265474 0.356623 0.504632 0.758727 1.302506
2026-02-01 0.154335 0.195586 0.252936 0.343235 0.492576 0.755722 1.342984
2026-02-08 0.148353 0.189458 0.247354 0.340087 0.497175 0.783738 1.461124
2026-02-15 0.146142 0.188524 0.249248 0.348756 0.522889 0.856215 1.712652
2026-02-22 0.141722 0.184292 0.246128 0.349350 0.534891 0.904846 1.928516
2026-03-01 0.136904 0.179233 0.241435 0.346924 0.541006 0.942279 2.131623
2026-03-08 0.132047 0.173881 0.235974 0.342743 0.543264 0.971634 2.325976
2026-03-15 0.126939 0.167931 0.229264 0.335907 0.539581 0.986664 2.480965
2026-03-22 0.124969 0.166604 0.229738 0.341594 0.561442 1.067480 2.940160
2026-03-29 0.123786 0.166396 0.231949 0.350498 0.591051 1.175689 3.627165
2026-04-05 0.120232 0.162377 0.227751 0.347377 0.594674 1.215594 4.034829
2026-04-12 0.118354 0.160878 0.227596 0.351712 0.615151 1.308613 4.868447
2026-04-19 0.113555 0.154625 0.219264 0.340054 0.598313 1.287244 4.954397
2026-04-26 0.108839 0.148374 0.210724 0.327584 0.578646 1.254331 4.940392
2026-05-03 0.106123 0.145207 0.207248 0.324649 0.580849 1.290659 5.498741